<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "https://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.9.2"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>kalman-cpp: kalman/ekf.h File Reference</title>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="navtree.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="resize.js"></script>
<script type="text/javascript" src="navtreedata.js"></script>
<script type="text/javascript" src="navtree.js"></script>
<script type="text/x-mathjax-config">
  MathJax.Hub.Config({
    extensions: ["tex2jax.js"],
    jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML" type="text/javascript/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td id="projectalign" style="padding-left: 0.5em;">
   <div id="projectname">kalman-cpp
   </div>
   <div id="projectbrief">Implementation of Kalman Filter in C++</div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.9.2 -->
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(function() {
  initMenu('',false,false,'search.php','Search');
});
/* @license-end */</script>
<div id="main-nav"></div>
</div><!-- top -->
<div id="side-nav" class="ui-resizable side-nav-resizable">
  <div id="nav-tree">
    <div id="nav-tree-contents">
      <div id="nav-sync" class="sync"></div>
    </div>
  </div>
  <div id="splitbar" style="-moz-user-select:none;" 
       class="ui-resizable-handle">
  </div>
</div>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(document).ready(function(){initNavTree('ekf_8h.html',''); initResizable(); });
/* @license-end */
</script>
<div id="doc-content">
<div class="header">
  <div class="summary">
<a href="#nested-classes">Classes</a> &#124;
<a href="#define-members">Macros</a>  </div>
  <div class="headertitle">
<div class="title">ekf.h File Reference</div>  </div>
</div><!--header-->
<div class="contents">

<p>Header file for the extended Kalman filter implementation, for a nonlinear system.  
<a href="#details">More...</a></p>
<div class="textblock"><code>#include &lt;math.h&gt;</code><br />
<code>#include &lt;assert.h&gt;</code><br />
<code>#include &lt;armadillo&gt;</code><br />
</div>
<p><a href="ekf_8h_source.html">Go to the source code of this file.</a></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_e_k_f.html">EKF</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Implemetation of the extended Kalman filter. This class needs to be derived.  <a href="class_e_k_f.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="define-members"></a>
Macros</h2></td></tr>
<tr class="memitem:a525335710b53cb064ca56b936120431e"><td class="memItemLeft" align="right" valign="top">#define&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="ekf_8h.html#a525335710b53cb064ca56b936120431e">_USE_MATH_DEFINES</a></td></tr>
<tr class="separator:a525335710b53cb064ca56b936120431e"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Header file for the extended Kalman filter implementation, for a nonlinear system. </p>
<dl class="section author"><dt>Author</dt><dd>Auralius Manurung </dd></dl>
<dl class="section date"><dt>Date</dt><dd>18 Apr 2015</dd></dl>
<h1><a class="anchor" id="DESCRIPTION"></a>
DESCRIPTION</h1>
<p>Define a non-linear discrete-time process: </p><p class="formulaDsp">
\[x_k = f(x_{k-1}, u_{k-1}) + v_{k-1}\]
</p>
 <p class="formulaDsp">
\[z_k = h(x_k) + w_k\]
</p>
<p> where:<br  />
 \(f\) is the dynamic model of the system<br  />
 \(h\) is the measurement model of the system<br  />
 \(v\) is the process noise (Gaussian with covariance Q)<br  />
 <br  />
 \(w\) is the measurement noise (Gaussian with covariance R)<br  />
 \(x\) is the state vector<br  />
 \(z\) is the output vector<br  />
 \(u\) is the input vector<br  />
</p>
</div><h2 class="groupheader">Macro Definition Documentation</h2>
<a id="a525335710b53cb064ca56b936120431e"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a525335710b53cb064ca56b936120431e">&#9670;&nbsp;</a></span>_USE_MATH_DEFINES</h2>

<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">#define _USE_MATH_DEFINES</td>
        </tr>
      </table>
</div><div class="memdoc">

</div>
</div>
</div><!-- contents -->
</div><!-- doc-content -->
<!-- start footer part -->
<div id="nav-path" class="navpath"><!-- id is needed for treeview function! -->
  <ul>
    <li class="navelem"><a class="el" href="dir_dc133b73f91f0e3b4287924ed00a2a00.html">kalman</a></li><li class="navelem"><a class="el" href="ekf_8h.html">ekf.h</a></li>
    <li class="footer">Generated on Thu Apr 1 2021 04:15:37 for kalman-cpp by <a href="https://www.doxygen.org/index.html"><img class="footer" src="doxygen.svg" width="104" height="31" alt="doxygen"/></a> 1.9.2 </li>
  </ul>
</div>
</body>
</html>
